Beat the game on the hard difficulty setting without using any continues. Then, enter the character selection screen and move past Kei or Niel. Hagane may be saved to a memory card.

Play as Berserker or Marry P.

Use Hagane to beat the game without using any continues on the hard difficulty level. Then, enter the character selection screen and move past Kei or Niel. Either boss character may be saved to a memory card.